Hybrid Securities Valuation
An original conceptual framework for mixing numerical methods
- 252 pages
- 9 hours of reading
The book explores the intersection of advanced mathematical finance and practical applications in pricing and hedging hybrid securities, which are influenced by both stock prices and interest rates. It highlights the exponential growth of financial derivatives and the corresponding evolution of financial mathematics over the past fifty years. Additionally, it presents findings from a three-year PhD study conducted at the University of Napoli Federico II, offering valuable insights for practitioners in risk management and investment strategies.
